V-Lab: Caterpillar Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Caterpillar Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.97% (+6.43%)

Analysis last updated: Thursday, April 25, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	16.69
$α$	0.0385	26.32
$β$	0.9587	595.44
$γ$	0.6970	25.26
$δ$	0.9226	22.73

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts